Nash Equilibrium in a game of calibration

Flemming Topsøe, Omar Glonti, Peter Harremöes, Zaza Khechinashvili

Abstract

Nash equilibrium, model calibration, relative entropy, rever

Originalsprog	Engelsk
Tidsskrift	Theory of Probability and Its Applications
Vol/bind	51
Sider (fra-til)	537-551
ISSN	0040-585X
Status	Udgivet - 2006

@article{7e3234206c3811dcbee902004c4f4f50,

title = "Nash Equilibrium in a game of calibration",

abstract = "Nash equilibrium, model calibration, relative entropy, rever",

author = "Flemming Tops{\o}e and Omar Glonti and Peter Harrem{\"o}es and Zaza Khechinashvili",

year = "2006",

language = "English",

volume = "51",

pages = "537--551",

journal = "Theory of Probability and Its Applications",

issn = "0040-585X",

publisher = "Society for Industrial and Applied Mathematics",

}

TY - JOUR

T1 - Nash Equilibrium in a game of calibration

AU - Topsøe, Flemming

AU - Glonti, Omar

AU - Harremöes, Peter

AU - Khechinashvili, Zaza

PY - 2006

Y1 - 2006

N2 - Nash equilibrium, model calibration, relative entropy, rever

AB - Nash equilibrium, model calibration, relative entropy, rever

M3 - Journal article

SN - 0040-585X

VL - 51

SP - 537

EP - 551

JO - Theory of Probability and Its Applications

JF - Theory of Probability and Its Applications

ER -